Vertical Horizontal Filter

Technical Analysis Indicator: vhf

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Function Prototype

/* Vertical Horizontal Filter */
/* Type: indicator */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: vhf */
int ti_vhf_start(TI_REAL const *options);
int ti_vhf(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Vertical Horizontal Filter indicator helps detect trends.

It takes one parameter, the period n.

It is calculated as follows:

$$hcp_{t} = maximum(in_{t}, in_{t-1}, ..., in_{t-n+1}) $$
$$lcp_{t} = minimum(in_{t}, in_{t-1}, ..., in_{t-n+1}) $$
$$vhf_{t} = \frac{| hcp_{t} - lcp_{t} |}{\sum_{i=0}^{n-1} | close_{t-i} - close_{t-i-1} | }$$

See Also

References

Example Usage

Calling From C

/* Example usage of Vertical Horizontal Filter */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* vhf */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_vhf_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* vhf */

/* Run the actual calculation. */
const int ret = ti_vhf(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Vertical Horizontal Filter
vhf = ti.vhf(input, 5)

Example Calculation

period = 5

dateinputvhf
2005-11-0181.59
2005-11-0281.06
2005-11-0382.87
2005-11-0483.00
2005-11-0783.61
2005-11-0883.150.72
2005-11-0982.840.23
2005-11-1083.990.43
2005-11-1184.550.55
2005-11-1484.360.64
2005-11-1585.530.80
2005-11-1686.540.63
2005-11-1786.890.77
2005-11-1887.770.95
2005-11-2187.290.58

Chart

 

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